I need to perform a multiple regression analysis. My dependent variable or "response" is a continuous/quantitative variable. I have several independent variables or "factors" and they are all categorical. I'm wondering what method/software would best suit my needs.
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Ordinary linear regression should be fine for this. A categorical variable can be expressed through a set of dummy variables. In SAS you could use proc reg or proc glm. I am sure that R, STATA, minitab and SPSS also have similar ways to run such a model.